Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,298.4 |
1,285.9 |
-12.5 |
-1.0% |
1,310.2 |
High |
1,299.2 |
1,298.0 |
-1.2 |
-0.1% |
1,314.7 |
Low |
1,283.6 |
1,282.9 |
-0.7 |
-0.1% |
1,282.9 |
Close |
1,283.6 |
1,295.6 |
12.0 |
0.9% |
1,295.6 |
Range |
15.6 |
15.1 |
-0.5 |
-3.2% |
31.8 |
ATR |
12.6 |
12.8 |
0.2 |
1.4% |
0.0 |
Volume |
1,431 |
541 |
-890 |
-62.2% |
8,402 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.5 |
1,331.6 |
1,303.9 |
|
R3 |
1,322.4 |
1,316.5 |
1,299.8 |
|
R2 |
1,307.3 |
1,307.3 |
1,298.4 |
|
R1 |
1,301.4 |
1,301.4 |
1,297.0 |
1,304.4 |
PP |
1,292.2 |
1,292.2 |
1,292.2 |
1,293.6 |
S1 |
1,286.3 |
1,286.3 |
1,294.2 |
1,289.3 |
S2 |
1,277.1 |
1,277.1 |
1,292.8 |
|
S3 |
1,262.0 |
1,271.2 |
1,291.4 |
|
S4 |
1,246.9 |
1,256.1 |
1,287.3 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.1 |
1,376.2 |
1,313.1 |
|
R3 |
1,361.3 |
1,344.4 |
1,304.3 |
|
R2 |
1,329.5 |
1,329.5 |
1,301.4 |
|
R1 |
1,312.6 |
1,312.6 |
1,298.5 |
1,305.2 |
PP |
1,297.7 |
1,297.7 |
1,297.7 |
1,294.0 |
S1 |
1,280.8 |
1,280.8 |
1,292.7 |
1,273.4 |
S2 |
1,265.9 |
1,265.9 |
1,289.8 |
|
S3 |
1,234.1 |
1,249.0 |
1,286.9 |
|
S4 |
1,202.3 |
1,217.2 |
1,278.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,314.7 |
1,282.9 |
31.8 |
2.5% |
12.1 |
0.9% |
40% |
False |
True |
1,680 |
10 |
1,319.8 |
1,282.9 |
36.9 |
2.8% |
11.3 |
0.9% |
34% |
False |
True |
1,113 |
20 |
1,347.3 |
1,282.9 |
64.4 |
5.0% |
12.6 |
1.0% |
20% |
False |
True |
1,056 |
40 |
1,347.3 |
1,253.7 |
93.6 |
7.2% |
11.3 |
0.9% |
45% |
False |
False |
671 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.2 |
0.7% |
50% |
False |
False |
535 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.2 |
0.6% |
50% |
False |
False |
429 |
100 |
1,389.1 |
1,243.9 |
145.2 |
11.2% |
7.7 |
0.6% |
36% |
False |
False |
362 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.2% |
7.2 |
0.6% |
36% |
False |
False |
317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.2 |
2.618 |
1,337.5 |
1.618 |
1,322.4 |
1.000 |
1,313.1 |
0.618 |
1,307.3 |
HIGH |
1,298.0 |
0.618 |
1,292.2 |
0.500 |
1,290.5 |
0.382 |
1,288.7 |
LOW |
1,282.9 |
0.618 |
1,273.6 |
1.000 |
1,267.8 |
1.618 |
1,258.5 |
2.618 |
1,243.4 |
4.250 |
1,218.7 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.9 |
1,295.1 |
PP |
1,292.2 |
1,294.6 |
S1 |
1,290.5 |
1,294.1 |
|